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Results: 2
On asymptotically efficient simulation of ruin probabilities in a Markovian environment
Authors: Lehtonen, T. Nyrhinen, H.
Citation: T. Lehtonen, et H. Nyrhinen,, On asymptotically efficient simulation of ruin probabilities in a Markovian environment, Scandinavian actuarial journal , 1992(1), 1992, pp. 60-75
Simulating level-crossing probabilities by importance sampling
Authors: Lehtonen, T. Nyrhinen, H.
Citation: T. Lehtonen, et H. Nyrhinen,, Simulating level-crossing probabilities by importance sampling, Advances in applied probability , 24(4), 1992, pp. 858-874
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